+87.5%
ES vs AEE
+186.8%
-99.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.9% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +1.5% | -0.9% | +2.4% | +2.1% |
| 6M | -3.5% | -2.4% | -1.1% | -1.6% |
| YTD | +7.0% | +8.6% | -1.7% | -0.7% |
| 1Y | +15.3% | +10.2% | +5.2% | +5.8% |
| 3Y | +30.2% | +47.8% | -17.6% | -8.3% |
| 5Y | -4.3% | +40.1% | -44.4% | -29.4% |
| 10Y | +87.5% | +195.0% | -107.5% | -25.5% |
| All | +87.5% | +186.8% | -99.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling